+16.0%
BABA vs TCOM
+7.7%
+8.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -3.6% | +2.2% | -5.7% | -4.6% |
| 30D | -8.4% | +12.5% | -20.9% | -13.9% |
| 3M | -20.6% | -5.6% | -15.0% | -18.3% |
| 6M | -25.4% | -16.5% | -8.9% | -18.6% |
| YTD | -30.1% | -39.4% | +9.2% | -11.2% |
| 1Y | -36.3% | -41.0% | +4.7% | -18.0% |
| 3Y | +30.4% | +29.2% | +1.1% | +2.9% |
| 5Y | -35.7% | +41.6% | -77.4% | -54.9% |
| 10Y | +16.0% | +6.6% | +9.4% | -14.8% |
| All | +16.0% | +7.7% | +8.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling